Title of article
Hedging in incomplete markets with HARA utility
Author/Authors
Darrell Duffie، نويسنده , , Wendell Fleming، نويسنده , , H. Mete Soner، نويسنده , , Thaleia Zariphopoulou، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
30
From page
753
To page
782
Keywords
Hamilton-jacobi-Bellmanequation , Viscosity solution , Incomplete markets , Optimal portfolio choice
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237447
Link To Document